On fake Brownian motions

Statistics and Probability Letters

Volumn 78, Issue 11, 2008, Pages 1251-1254

  Oleszkiewicz, Krzysztof ^a  

^a UNIVERSITY OF WARSAW   (Poland)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 47749095977     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2007.11.026     Document Type: Article

References (5)

1. Albin, J.M.P., A continuous non-Brownian motion martingale with Brownian motion martingale distributions. Statist. Probab. Lett., in press (doi:10.1016/j.spl.2007.09.031)
2. Hamza, K., Klebaner, F.C., 2007. A family of non-Gaussian martingales with Gaussian marginals. J. Appl. Math. Stoch. Anal., doi:10.1155/2007/92723. Art. ID 92723, 19 pp
3. Hsu E.P. Stochastic Analysis on Manifolds. Graduate Studies in Mathematics vol. 38 (2002), AMS, Providence
4. Ito K., and McKean Jr. H.P. Diffusion Processes and Their Sample Paths (1974), Springer-Verlag, Berlin
5. Skipper, M., Limit theorems for projections of high dimensional spherical Brownian motion and random walk on a hypercube, Transfer Thesis. Available on-line at: www.maths.ox.ac.uk/skipper/Research.htm, 2007